-35.9%
RBLX vs LH
+63.0%
-99.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | +8.0% | -3.2% | +11.2% | +9.4% |
| 30D | +20.2% | +0.1% | +20.0% | +20.0% |
| 3M | +3.5% | +18.6% | -15.1% | -3.4% |
| 6M | -28.9% | +17.9% | -46.9% | -33.5% |
| YTD | -45.1% | +28.9% | -74.0% | -50.5% |
| 1Y | -66.2% | +16.6% | -82.8% | -68.4% |
| 3Y | +53.5% | +63.6% | -10.1% | +17.6% |
| 5Y | -48.4% | +30.0% | -78.5% | -60.8% |
| All | -35.9% | +63.0% | -99.0% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling